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RE: st: mvnp code Cappellari & Jenkins 2006


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: mvnp code Cappellari & Jenkins 2006
Date   Tue, 7 Jul 2009 14:29:27 +0100

A good way to spot that something was wrong was to notice that `c21' etc are variables, and thus that the code as originally given implied stuffing variables into scalars. That in itself is not illegal in Stata, as Stata would use `c21'[1] etc., but as a general rule that's unlikely to be what you want. 

Nick 
n.j.cox@durham.ac.uk 

Maarten buis

--- On Tue, 7/7/09, Charlotte Gary wrote:
> Does anyone have tried the code suggested by Cappellari and
> Jenkins Stata Journal (2006)in paragraph 3.4? (I have
> reported the code at the end)
> 
> I am simply trying to run this code (without changes) but
> an error message after “ml maximize” impedes to obtain
> the results that the authors show on p. 170. 

You'll need the change the lines:
scalar `cf22' = sqrt( 1 - `c21'^2 )
scalar `cf33' = sqrt( 1 - `c31'^2 - `c32'^2 )

into:
scalar `cf22' = sqrt( 1 - `cf21'^2 )
scalar `cf33' = sqrt( 1 - `cf31'^2 - `cf32'^2 )

and change the line:
egen `sp'=mvnp(`xb1'`xb2'`xb3'), chol(`C') ///
  draws($dr) prefix(z) signs(`k1'`k2'`k3')

into:
egen `sp'=mvnp(`xb1' `xb2' `xb3'), chol(`C') ///
   draws($dr) prefix(z) signs(`k1' `k2' `k3')

(notice the spaces between variable names)


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